Test data for time sequential data

David Thielen 691 Reputation points

Hi all;

If I am trying to predict: the weather, the stock market, coffee sales per city, etc. there is no good way I can see to break out the data for training vs test data. For the weather case, training with Honolulu weather isn't going to do well testing with Denver weather.

Is it a good approach to train with the data for 5 years ago to 1 year ago. The test with the most recent year of data?

Or is there a better approach?

thanks - dave

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